S&P500 Cash Index


Trading Metrics calculated at close of trading on 15-Jun-1995
Day Change Summary
Previous Current
14-Jun-1995 15-Jun-1995 Change Change % Previous Week
Open 536.05 536.48 0.43 0.1% 532.51
High 536.48 539.07 2.59 0.5% 537.43
Low 533.83 535.56 1.73 0.3% 526.08
Close 536.47 537.12 0.65 0.1% 527.94
Range 2.65 3.51 0.86 32.5% 11.35
ATR 4.45 4.38 -0.07 -1.5% 0.00
Volume
Daily Pivots for day following 15-Jun-1995
Classic Woodie Camarilla DeMark
R4 547.78 545.96 539.05
R3 544.27 542.45 538.09
R2 540.76 540.76 537.76
R1 538.94 538.94 537.44 539.85
PP 537.25 537.25 537.25 537.71
S1 535.43 535.43 536.80 536.34
S2 533.74 533.74 536.48
S3 530.23 531.92 536.15
S4 526.72 528.41 535.19
Weekly Pivots for week ending 09-Jun-1995
Classic Woodie Camarilla DeMark
R4 564.53 557.59 534.18
R3 553.18 546.24 531.06
R2 541.83 541.83 530.02
R1 534.89 534.89 528.98 532.69
PP 530.48 530.48 530.48 529.38
S1 523.54 523.54 526.90 521.34
S2 519.13 519.13 525.86
S3 507.78 512.19 524.82
S4 496.43 500.84 521.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 539.07 526.08 12.99 2.4% 4.47 0.8% 85% True False
10 539.07 526.08 12.99 2.4% 4.24 0.8% 85% True False
20 539.07 517.07 22.00 4.1% 4.92 0.9% 91% True False
40 539.07 503.44 35.63 6.6% 4.20 0.8% 95% True False
60 539.07 493.71 45.36 8.4% 3.95 0.7% 96% True False
80 539.07 479.91 59.16 11.0% 3.81 0.7% 97% True False
100 539.07 464.40 74.67 13.9% 3.61 0.7% 97% True False
120 539.07 457.20 81.87 15.2% 3.49 0.6% 98% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 553.99
2.618 548.26
1.618 544.75
1.000 542.58
0.618 541.24
HIGH 539.07
0.618 537.73
0.500 537.32
0.382 536.90
LOW 535.56
0.618 533.39
1.000 532.05
1.618 529.88
2.618 526.37
4.250 520.64
Fisher Pivots for day following 15-Jun-1995
Pivot 1 day 3 day
R1 537.32 536.41
PP 537.25 535.69
S1 537.19 534.98

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These figures are updated between 7pm and 10pm EST after a trading day.

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